As the Mirena is hormone based, it can take up to months for your body to get used to it completely. Most doctors wont take the coil out until you've had it for at least 6 months. This gives your body time to adjust to having it in.
Although there are some medical conditions in which a doctor will remove it before 6 months.
Keep with it. The last couple of weeks I've done nothing but bleed on and off and I have the copper coil fitted but am still taking the pill until I am sure the coil is in the right place.